Optimal partial hedging of an American option: shifting the focus to the expiration date
| Year of publication: |
2012
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|---|---|
| Authors: | Lindberg, Peter |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 75.2012, 3, p. 221-244
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